+364.2%
ELF vs SSNC
+177.4%
+186.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | +7.8% | -4.5% | +12.3% | +10.2% |
| 30D | +9.3% | -3.9% | +13.1% | +11.1% |
| 3M | +21.2% | -1.3% | +22.5% | +21.7% |
| 6M | +96.1% | +14.1% | +82.0% | +82.5% |
| YTD | +57.0% | -9.9% | +66.9% | +62.7% |
| 1Y | +61.9% | -6.2% | +68.1% | +64.6% |
| 3Y | +20.0% | +56.1% | -36.1% | -5.9% |
| 5Y | +284.8% | +5.4% | +279.4% | +261.4% |
| 10Y | +364.2% | +172.3% | +191.9% | +223.1% |
| All | +364.2% | +177.4% | +186.8% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling